Enum TimeSource 

#[non_exhaustive]
pub enum TimeSource {
    Venue,
    Host,
}

Whose clock an event’s time was read from.

A venue stamps its events with its own clock. When one arrives without a readable stamp, a producer that keeps the event fills in this host’s clock as it converts it, and says so with Host. The two clocks differ by however far this host’s is skewed, so a time from one does not compare with a time from the other: a host time can read seconds, or more, ahead of the venue’s, and an estimate of the venue’s clock taken from it is late by as much.

What each producer does with a fill it has no venue time for, as of writing:

Source	Without a venue time
Binance Spot / Margin executionReport	the report’s event time (E), else Host
Binance Spot / Margin myTrades REST (fetch_trades, fill recovery)	Host
Alpaca trade_updates	the order’s updated_at, else Host
Alpaca account-activities REST	Host
Interactive Brokers executions	Host, also when the time’s zone is unknown; fetch_trades, which selects by time, skips such a fill
Hyperliquid userFills	the fill is dropped, with a warn!
SimulatedVenue	always Venue: its clock is the venue’s

Each fallback to this host’s clock logs a warn!.

Serialised form and ordering

Serialised as the variant’s name ("Host"). The names are a stored format: they are not renamed, and new variants are added after the existing ones. Ord follows declaration order. It exists so Trade can derive Ord, and carries no meaning beyond that.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

Venue

The venue stamped it.

Host

This host’s clock, read when the event was converted, because the venue sent no readable time.

Trait Implementations

impl Clone for TimeSource

fn clone(&self) -> Self

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for TimeSource

impl Debug for TimeSource

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for TimeSource

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for TimeSource

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for TimeSource

impl Hash for TimeSource

fn hash<__H: Hasher>(&self, state: &mut __H)

Feeds this value into the given Hasher.

fn hash_slice<H>(data: &[Self], state: &mut H)

where H: Hasher, Self: Sized,

Feeds a slice of this type into the given Hasher.

impl Ord for TimeSource

fn cmp(&self, other: &Self) -> Ordering

This method returns an Ordering between self and other.

fn max(self, other: Self) -> Self

where Self: Sized,

Compares and returns the maximum of two values.

fn min(self, other: Self) -> Self

where Self: Sized,

Compares and returns the minimum of two values.

fn clamp(self, min: Self, max: Self) -> Self

where Self: Sized,

Restrict a value to a certain interval.

fn clamp_to<R>(self, range: R) -> Self

where Self: Sized, R: ClampBounds<Self>,

🔬This is a nightly-only experimental API. (clamp_to)

Restrict a value to a certain range.

impl PartialEq for TimeSource

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl PartialOrd for TimeSource

fn partial_cmp(&self, other: &Self) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl Serialize for TimeSource

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for TimeSource